+56.8%
QQQI vs TYL
-22.7%
+79.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.7% |
| 7D | -1.0% | -11.5% | +10.5% | -0.1% |
| 30D | -0.6% | +3.9% | -4.5% | -0.9% |
| 3M | +3.4% | +10.8% | -7.4% | +2.1% |
| 6M | +10.6% | -5.3% | +15.9% | +11.7% |
| YTD | +10.3% | -26.1% | +36.4% | +16.8% |
| 1Y | +16.3% | -38.5% | +54.9% | +28.6% |
| All | +56.8% | -22.7% | +79.6% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling